arXiv Machine Learning

Model-free Bayesian Clustering and Multimodal Posterior Summarisation

The paper introduces a model‑free, noise‑aware Bayesian clustering framework that builds a martingale posterior over clusterings without specifying a likelihood or prior, avoiding costly MCMC and variational methods. It handles irregular cluster shapes and allows parallel posterior sampling. To interpret the high‑dimensional posterior, a Wasserstein‑type summarization compresses many draws into a small set of weighted representatives using a novel noise‑aware loss, while marginalising uncertainty in the density level and providing theoretical guarantees.

arXiv Machine Learning
Oct 12

Two-way Guidance: Simultaneous Learning of Summary Statistics for Generative Bayes

The paper introduces a two-way guidance framework that jointly learns summary statistics and posterior distributions for Bayesian simulation-based inference. By imposing a structural restriction on the learned summary, the method ensures that the posterior remains sufficient, while the posterior objective simultaneously steers the summary toward sufficiency. The authors provide theoretical guarantees on posterior estimation error and the deviation of the learned summary from sufficiency, outlining conditions on simulation budgets needed to recover increasingly concentrated posteriors as observation size grows.

By Percy S. Zhai, Max Pachman, Peverel D. Shipley, Jungeum Kim
arXiv Machine Learning
Jun 19

Variational Consensus Monte Carlo for Bayesian Mixture

arXiv:2606. 19643v1 Announce Type: cross Abstract: Motivated by the privacy, sensitivity and sharing limitations of health data, we present a comprehensive pipeline for inference of Bayesian mixture models within a federated learning setting, i.

By Julie Fendler, Francesca L. Crowe, Tom Marshall, Sylvia Richardson, Paul D. W. Kirk
arXiv Statistics ML
Sep 28

Learning to Replace MCMC in Split-Gibbs Diffusion Posterior Sampling via Deep Unfolding

The paper introduces a learning-based approach to replace the MCMC step in split-Gibbs diffusion posterior sampling. By reformulating both Gibbs updates as Gaussian denoising problems, the method uses ODE diffusion for the prior step with a pretrained denoiser and a lightweight deep-unfolded network for the likelihood step. Experiments on nonlinear phase retrieval show that this alternative reduces likelihood-update cost while maintaining effectiveness compared to MCMC-based split Gibbs.

By Yi Zhang, Rui Guo, Mengchu Xu, Zhaofeng Liu, Yonina C. Eldar